Contributing
Thanks for your interest in this project. Contributions are welcome. What to contribute
Bug fixes
- Additional pricing models (American options, exotic payoffs)
- Variance reduction techniques
- Performance improvements
- Documentation improvements
How to contribute
- Fork the repository
- Create a feature branch (git checkout -b feature/your-feature)
- Make your changes and test them
- Commit with a clear message (git commit -m "feat: add your feature")
- Push to your fork and open a pull request
Code style
- Follow the existing C++ style (see src/ for reference)
- Keep header and implementation files separate
- Add comments for any non-obvious math or logic
- Ensure the project compiles cleanly with make before submitting
Testing
Run the program with the example inputs from the README and verify output matches before submitting a PR.